An affine combination of two LMS adaptive filters - statistical analysis of an error power ratio scheme

Author

Bershad, N.J. ; Bermudez, J.C.M. ; Tourneret, J.-Y.

Author_Institution

Dept. of Elec. Eng. & Comp. Sci., Univ. of California Irvine, Irvine, CA, USA

fYear

2009

fDate

1-4 Nov. 2009

Firstpage

893

Lastpage

897

Abstract

A recent paper studied the statistical behavior of an affine combination of two LMS adaptive filters that simultaneously adapt on the same inputs. The filter outputs are linearly combined to yield a performance that is better than that of either filter. Various decision rules can be used to determine the time-varying combining parameter Â¿(n). A scheme based on the ratio of error powers of the two filters was proposed in. Monte Carlo simulations demonstrated nearly optimum performance for this scheme. The purpose of this paper is to analyze the statistical behavior of such error power scheme. Expressions are derived for the mean behavior of Â¿(n) and for the weight mean-square deviation. Monte Carlo simulations show excellent agreement with the theoretical predictions.

Keywords

Monte Carlo methods; adaptive filters; least mean squares methods; statistical analysis; LMS adaptive filters; Monte Carlo simulations; affine combination; decision rules; error power ratio scheme; statistical analysis; time-varying combining parameter; weight mean-square deviation; Adaptive algorithm; Adaptive filters; Algorithm design and analysis; Analytical models; Convergence; Diversity reception; Least squares approximation; Statistical analysis; Steady-state; Stochastic processes;

fLanguage

English

Publisher

ieee

Conference_Titel

Signals, Systems and Computers, 2009 Conference Record of the Forty-Third Asilomar Conference on

Conference_Location

Pacific Grove, CA

ISSN

1058-6393

Print_ISBN

978-1-4244-5825-7

Type

conf

DOI

10.1109/ACSSC.2009.5470002

Filename

5470002